Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 6.26% | 0.16 CHF | 0.17 CHF | 792'700 | 792'700 | 792'565 | 792'565 | 122'653 CHF | 130'578 CHF | 100.00% | 100.00% |
19.11.2024 | 6.14% | 0.16 CHF | 0.17 CHF | 871'100 | 871'100 | 871'273 | 871'273 | 137'592 CHF | 146'305 CHF | 100.00% | 100.00% |
18.11.2024 | 6.43% | 0.15 CHF | 0.16 CHF | 811'900 | 811'900 | 821'409 | 821'409 | 123'687 CHF | 131'901 CHF | 100.00% | 100.00% |
15.11.2024 | 6.57% | 0.15 CHF | 0.16 CHF | 854'200 | 854'200 | 837'457 | 837'457 | 123'397 CHF | 131'772 CHF | 100.00% | 100.00% |
14.11.2024 | 6.22% | 0.15 CHF | 0.16 CHF | 735'600 | 735'600 | 750'580 | 750'580 | 117'086 CHF | 124'592 CHF | 100.00% | 100.00% |
13.11.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 705'600 | 705'600 | 718'251 | 718'251 | 120'734 CHF | 127'916 CHF | 100.00% | 100.00% |
12.11.2024 | 5.87% | 0.18 CHF | 0.19 CHF | 843'400 | 843'400 | 827'013 | 827'013 | 136'732 CHF | 145'002 CHF | 99.85% | 99.85% |
11.11.2024 | 6.49% | 0.15 CHF | 0.16 CHF | 769'200 | 769'200 | 769'819 | 769'819 | 114'857 CHF | 122'555 CHF | 99.64% | 99.64% |
08.11.2024 | 6.79% | 0.16 CHF | 0.17 CHF | 1'067'100 | 1'067'100 | 1'017'930 | 1'017'930 | 152'872 CHF | 163'320 CHF | 98.70% | 98.70% |
07.11.2024 | 7.67% | 0.13 CHF | 0.14 CHF | 890'100 | 890'100 | 893'147 | 893'147 | 112'142 CHF | 121'073 CHF | 100.00% | 100.00% |